A farmer throws many seeds, a tennis player hits more than one ball, and a trend following trader places many probing bets in the markets, using a consistent risk budgeting framework for statistical equality. Where we, that is Jerry Parker, Richard Brennan, and Simon M, all agree, is this: Diversification benefits are gratis. There’s no cost other [...]
The financial markets are in a perpetual state of flux, constantly evolving with changes in technology, shifts in regulatory landscapes, and the dynamic entry and exit of market players, all while business cycles ebb and flow. In the face of such uncertainty, how do we navigate these turbulent waters? How can we effectively process [...]
Dive into the legendary world of Turtle Trading! Watch the recording of a great evening with trend following fund manager panelists Jerry Parker, Moritz Seibert, Moritz Heiden and Adam Havryliv, with Richard Brennan acting as this evening's MC. As a special bonus, renowned author and expert on the Turtles Experiment, Michael Covel dialed in [...]
Simon M. and Richard Brennan invited us to their new show to talk about Takahē Capital and our trading approach. We cover numerous topics related to trend following strategies, get into some deep discussion about how we view and take risks, and generally unpack some practical tips which you will hopefully find valuable. It’s [...]
RCM's Jeff Malec, host of the popular The Derivative podcast, invited me to his show to talk about all things trading and trend following. It’s been a fun conversation!
I had the pleasure of moderating the the Crypto & Global Macro panel at Token2049 in London on 9 November 2022. With me on the panel were Dan Tapiero from 10T Holdings, Jordi Alexander from Selini Capital, and Jean-Marie Mognetti, the Founder & CEO of CoinShares. Recorded on November 9, 2022. [...]
You can generate wins taking random setups in the normal distribution pattern of historic prices. You’ll also generate your share of losses. To achieve any sort of long-term success, you need something that’s repeatable. “We need an edge in that market data to deliver positive expectancy over the long term,” says Richard Brennan. That [...]
Surviving a crypto bear market is no easy task. But Joey Krug has made it to the other side of all of them. Joey, the co-chief investment officer of Pantera Capital, joins special guest host Moritz Seibert, the CIO of Exponential Age Asset Management, to share his thoughts on the recent market turmoil and [...]
In this episode, Corey Hoffstein, host of the popular "Flirting with Models" podcast, speaks with the Twoquants: Moritz Seibert and Moritz Heiden. There are really two halves to this episode. In the first, we discuss trend following strategies at length and cover the usual topics of signals, speeds, and portfolio construction before diving into [...]
Exponential Age Asset Management CIO Moritz Seibert probes the mind of Martin Green, CEO and Co-CIO of Cambrian Asset Management. Moritz and Martin discuss different quantitative investment strategies and their application to the digital asset market, a space like no other. Martin shares how he handles trading in the spot market versus the derivatives [...]
